V-Lab: Amazon.com Inc GAS-GARCH Student T Volatility Analysis

V-Lab

Amazon.com Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:26.82% (-1.14%)

Analysis last updated: Tuesday, July 15, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	28.6389	8.73
$α$	0.0553	80.12
$β$	0.9990	9,165.01
$ν$	4.3111	52.89

Estimation Period:
May 16, 1997 to Jul 11, 2025